36BA.DE vs. QDVY.DE
36BA.DE (iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist)) and QDVY.DE (iShares USD Floating Rate Bond UCITS ETF) are both Corporate Bonds funds from iShares - 36BA.DE tracks the Bloomberg MSCI US Corporate Sustainable SRI Index (EUR Hedged) while QDVY.DE tracks the Bloomberg US Floating Rate Notes 1-5. Both are passively managed. Over the past 5 years, 36BA.DE returned -1.67%/yr vs 5.28%/yr for QDVY.DE. At a correlation of -0.27, they often move in opposite directions. 36BA.DE charges 0.17%/yr vs 0.10%/yr for QDVY.DE.
Performance
36BA.DE vs. QDVY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 36BA.DE achieves a -0.13% return, which is significantly lower than QDVY.DE's 5.28% return.
36BA.DE
- 1D
- 0.00%
- 1M
- 0.78%
- YTD
- -0.13%
- 6M
- 0.12%
- 1Y
- 2.58%
- 3Y*
- 3.01%
- 5Y*
- -1.67%
- 10Y*
- —
QDVY.DE
- 1D
- -0.23%
- 1M
- 2.55%
- YTD
- 5.28%
- 6M
- 5.53%
- 1Y
- 6.94%
- 3Y*
- 4.16%
- 5Y*
- 5.28%
- 10Y*
- —
36BA.DE vs. QDVY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
36BA.DE iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) | -0.13% | 5.38% | -0.01% | 5.65% | -17.09% | -2.62% | 7.33% |
QDVY.DE iShares USD Floating Rate Bond UCITS ETF | 5.28% | -6.57% | 12.71% | 2.90% | 7.46% | 9.00% | -9.90% |
Correlation
The correlation between 36BA.DE and QDVY.DE is -0.34, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.31 |
Correlation (All Time) Calculated using the full available price history since May 14, 2020 | -0.27 |
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Return for Risk
36BA.DE vs. QDVY.DE — Risk / Return Rank
36BA.DE
QDVY.DE
36BA.DE vs. QDVY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) (36BA.DE) and iShares USD Floating Rate Bond UCITS ETF (QDVY.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 36BA.DE | QDVY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.21 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 2.15 | -1.29 |
| Martin ratioReturn relative to average drawdown | 2.14 | 5.20 | -3.06 |
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Drawdowns
36BA.DE vs. QDVY.DE - Drawdown Comparison
The maximum 36BA.DE drawdown since its inception was -23.57%, which is greater than QDVY.DE's maximum drawdown of -19.19%. Use the drawdown chart below to compare losses from any high point for 36BA.DE and QDVY.DE.
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Drawdown Indicators
| 36BA.DE | QDVY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.57% | -19.19% | -4.38% |
Max Drawdown (1Y)Largest decline over 1 year | -2.98% | -3.21% | +0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -6.31% | -11.29% | +4.98% |
Max Drawdown (5Y)Largest decline over 5 years | -23.08% | -11.29% | -11.79% |
Current DrawdownCurrent decline from peak | -10.41% | -4.03% | -6.38% |
Average DrawdownAverage peak-to-trough decline | -11.31% | -7.37% | -3.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 1.33% | -0.12% |
Volatility
36BA.DE vs. QDVY.DE - Volatility Comparison
The current volatility for iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) (36BA.DE) is 1.24%, while iShares USD Floating Rate Bond UCITS ETF (QDVY.DE) has a volatility of 1.84%. This indicates that 36BA.DE experiences smaller price fluctuations and is considered to be less risky than QDVY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 36BA.DE | QDVY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 1.84% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 3.61% | 4.32% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.80% | 6.10% | -1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.22% | 7.83% | -0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.96% | 9.03% | -2.07% |
36BA.DE vs. QDVY.DE - Expense Ratio Comparison
36BA.DE has a 0.17% expense ratio, which is higher than QDVY.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
36BA.DE vs. QDVY.DE - Dividend Comparison
36BA.DE's dividend yield for the trailing twelve months is around 4.92%, more than QDVY.DE's 4.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
36BA.DE iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) | 4.92% | 4.74% | 4.75% | 4.14% | 2.95% | 1.76% | 0.87% | 0.00% | 0.00% | 0.00% |
QDVY.DE iShares USD Floating Rate Bond UCITS ETF | 4.60% | 5.18% | 5.89% | 5.61% | 1.50% | 0.57% | 1.75% | 2.94% | 2.20% | 0.47% |
Frequently Asked Questions
36BA.DE and QDVY.DE have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVY.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVY.DE is cheaper with a 0.10% expense ratio, compared with 0.17% for 36BA.DE.
36BA.DE tracks Bloomberg MSCI US Corporate Sustainable SRI Index (EUR Hedged), while QDVY.DE tracks Bloomberg US Floating Rate Notes 1-5. Their fees differ too: 0.17% for 36BA.DE and 0.10% for QDVY.DE.
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